+0.7%
ROP vs ROIV
+232.7%
-232.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.6% |
| 7D | -4.4% | +0.6% | -5.1% | -4.5% |
| 30D | +3.2% | +1.0% | +2.3% | +3.2% |
| 3M | +23.1% | +18.3% | +4.8% | +21.8% |
| 6M | +13.3% | +18.3% | -5.0% | +12.0% |
| YTD | -7.9% | +61.0% | -68.8% | -10.6% |
| 1Y | -22.1% | +177.9% | -199.9% | -26.7% |
| 3Y | -16.8% | +199.1% | -215.9% | -22.6% |
| 5Y | -13.5% | +250.7% | -264.2% | -25.1% |
| All | +0.7% | +232.7% | -232.0% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling